+434.8%
SN vs EXEL
+234.5%
+200.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | +1.4% | +1.6% | -0.3% | +1.1% |
| 30D | +16.6% | +17.4% | -0.8% | +13.3% |
| 3M | +18.3% | +38.6% | -20.4% | +11.3% |
| 6M | +103.1% | +41.2% | +61.9% | +90.4% |
| YTD | +96.7% | +59.3% | +37.4% | +79.4% |
| 1Y | +134.3% | +60.2% | +74.1% | +113.3% |
| All | +434.8% | +234.5% | +200.3% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling